PNC 预期波动历史 The PNC Financial Services Group, Inc.
每个交易日收盘后，我们记录期权市场对各到期日的定价——均在结果揭晓前留存。到期日过后，实际结果会附记于原始预估值旁。预估值在事后绝不修改。 如何解读这些统计数据 · 记录开始于 Aug 31, 2026
已解决的比较项93
收盘价处于区间内30%
|实际值| 低于预期值30%
平均预期波动幅度±3.4%
平均|实际|波动幅度4.9%
平均绝对误差2.3pt
隐含与已实现波动率，按到期日
每个到期日：琥珀色轮廓框为最接近到期时记录的预期涨跌幅；实心柱为股票实际涨跌幅。柱形下方标注带符号的具体数值。
预期（已记录）实际
已记录（等待结果）
| 快照 | 到期时间 | DTE | 当时现货价 | 预期涨跌幅 | 区间 | 方法 |
|---|---|---|---|---|---|---|
| Oct 16 | Oct 16 | 0 | 217.39 | ±0.9% | 215.51–219.26 | em-1.0 |
| Oct 14 | Oct 16 | 2 | 215.80 | ±3.7% | 207.90–223.70 | em-1.0 |
| Oct 13 | Oct 16 | 3 | 219.48 | ±3.7% | 211.38–227.58 | em-1.0 |
| Oct 09 | Oct 16 | 7 | 219.21 | ±4.1% | 210.28–228.13 | em-1.0 |
| Oct 08 | Oct 16 | 8 | 219.68 | ±4.1% | 210.66–228.71 | em-1.0 |
| Oct 07 | Oct 16 | 9 | 217.63 | ±4.2% | 208.58–226.68 | em-1.0 |
| Oct 06 | Oct 16 | 10 | 220.42 | ±4.3% | 210.97–229.87 | em-1.0 |
| Oct 05 | Oct 16 | 11 | 220.28 | ±4.5% | 210.28–230.28 | em-1.0 |
| Oct 02 | Oct 16 | 14 | 221.29 | ±4.7% | 210.94–231.64 | em-1.0 |
| Oct 01 | Oct 16 | 15 | 219.84 | ±5.0% | 208.74–230.94 | em-1.0 |
| Sep 23 | Oct 16 | 23 | 233.25 | ±5.7% | 219.85–246.65 | em-1.0 |
| Sep 22 | Oct 16 | 24 | 233.25 | ±5.7% | 219.85–246.65 | em-1.0 |
| Sep 21 | Oct 16 | 25 | 232.80 | ±5.6% | 219.70–245.90 | em-1.0 |
| Sep 18 | Oct 16 | 28 | 231.49 | ±6.3% | 216.99–245.99 | em-1.0 |
| Sep 17 | Oct 16 | 29 | 231.49 | ±6.3% | 216.99–245.99 | em-1.0 |
| Sep 16 | Oct 16 | 30 | 232.66 | ±6.3% | 218.01–247.31 | em-1.0 |
| Sep 15 | Oct 16 | 31 | 244.24 | ±6.2% | 229.14–259.34 | em-1.0 |
| Sep 14 | Oct 16 | 32 | 244.24 | ±6.2% | 229.14–259.34 | em-1.0 |
| Sep 11 | Oct 16 | 35 | 242.98 | ±6.2% | 228.03–257.93 | em-1.0 |
| Sep 10 | Oct 16 | 36 | 240.50 | ±6.3% | 225.40–255.60 | em-1.0 |
| Sep 09 | Oct 16 | 37 | 241.51 | ±6.3% | 226.21–256.81 | em-1.0 |
| Sep 08 | Oct 16 | 38 | 245.60 | ±6.6% | 229.45–261.75 | em-1.0 |
| Sep 07 | Oct 16 | 39 | 245.60 | ±6.6% | 229.45–261.75 | em-1.0 |
| Sep 04 | Oct 16 | 42 | 245.18 | ±6.9% | 228.38–261.98 | em-1.0 |
| Sep 03 | Oct 16 | 43 | 244.15 | ±7.0% | 227.09–261.19 | em-1.0 |
| Sep 02 | Oct 16 | 44 | 237.22 | ±6.8% | 221.01–253.41 | em-1.0 |
| Sep 01 | Oct 16 | 45 | 237.22 | ±6.8% | 221.01–253.41 | em-1.0 |
| Aug 31 | Oct 16 | 46 | 242.22 | ±7.2% | 224.67–259.77 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 217.39 | ±3.0% | 210.94–223.84 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 215.80 | ±4.2% | 206.70–224.90 | em-1.0 |
已归档快照
| 快照 | 已到期 | 预期值 | 实际值 | 在区间内？ | 现货价 → 收盘价 |
|---|---|---|---|---|---|
| Oct 09, 2026 | Oct 09 | ±0.6% | +0.0% | 区间内 | 219.21 → 219.21 |
| Oct 08, 2026 | Oct 09 | ±1.3% | -0.2% | 区间内 | 219.68 → 219.21 |
| Oct 07, 2026 | Oct 09 | ±1.6% | +0.7% | 区间内 | 217.63 → 219.21 |
| Oct 06, 2026 | Oct 09 | ±2.1% | -0.6% | 区间内 | 220.42 → 219.21 |
| Oct 05, 2026 | Oct 09 | ±2.3% | -0.5% | 区间内 | 220.28 → 219.21 |
| Oct 02, 2026 | Oct 09 | ±2.8% | -0.9% | 区间内 | 221.29 → 219.21 |
| Oct 01, 2026 | Oct 09 | ±2.9% | -0.3% | 区间内 | 219.84 → 219.21 |
| Sep 23, 2026 | Oct 09 | ±4.2% | -6.0% | 区间外 | 233.25 → 219.21 |
| Sep 22, 2026 | Oct 09 | ±4.2% | -6.0% | 区间外 | 233.25 → 219.21 |
| Sep 21, 2026 | Oct 09 | ±4.4% | -5.8% | 区间外 | 232.80 → 219.21 |
| Sep 18, 2026 | Oct 09 | ±4.8% | -5.3% | 区间外 | 231.49 → 219.21 |
| Sep 17, 2026 | Oct 09 | ±4.8% | -5.3% | 区间外 | 231.49 → 219.21 |
| Sep 16, 2026 | Oct 09 | ±4.3% | -5.8% | 区间外 | 232.66 → 219.21 |
| Sep 15, 2026 | Oct 09 | ±4.8% | -10.2% | 区间外 | 244.24 → 219.21 |
| Sep 14, 2026 | Oct 09 | ±4.8% | -10.2% | 区间外 | 244.24 → 219.21 |
| Sep 11, 2026 | Oct 09 | ±4.7% | -9.8% | 区间外 | 242.98 → 219.21 |
| Sep 10, 2026 | Oct 09 | ±5.2% | -8.9% | 区间外 | 240.50 → 219.21 |
| Sep 09, 2026 | Oct 09 | ±5.1% | -9.2% | 区间外 | 241.51 → 219.21 |
| Sep 08, 2026 | Oct 09 | ±5.2% | -10.7% | 区间外 | 245.60 → 219.21 |
| Sep 07, 2026 | Oct 09 | ±5.2% | -10.7% | 区间外 | 245.60 → 219.21 |
| Sep 04, 2026 | Oct 09 | ±5.1% | -10.6% | 区间外 | 245.18 → 219.21 |
| Sep 03, 2026 | Oct 09 | ±5.3% | -10.2% | 区间外 | 244.15 → 219.21 |
| Sep 02, 2026 | Oct 09 | ±5.7% | -7.6% | 区间外 | 237.22 → 219.21 |
| Sep 01, 2026 | Oct 09 | ±5.7% | -7.6% | 区间外 | 237.22 → 219.21 |
| Aug 31, 2026 | Oct 09 | ±5.9% | -9.5% | 区间外 | 242.22 → 219.21 |
| Oct 02, 2026 | Oct 02 | ±0.8% | -0.1% | 区间内 | 221.29 → 221.03 |
| Oct 01, 2026 | Oct 02 | ±1.6% | +0.5% | 区间内 | 219.84 → 221.03 |
| Sep 23, 2026 | Oct 02 | ±3.5% | -5.2% | 区间外 | 233.25 → 221.03 |
| Sep 22, 2026 | Oct 02 | ±3.5% | -5.2% | 区间外 | 233.25 → 221.03 |
| Sep 21, 2026 | Oct 02 | ±3.2% | -5.1% | 区间外 | 232.80 → 221.03 |
| Sep 18, 2026 | Oct 02 | ±4.1% | -4.5% | 区间外 | 231.49 → 221.03 |
| Sep 17, 2026 | Oct 02 | ±4.1% | -4.5% | 区间外 | 231.49 → 221.03 |
| Sep 16, 2026 | Oct 02 | ±4.1% | -5.0% | 区间外 | 232.66 → 221.03 |
| Sep 15, 2026 | Oct 02 | ±4.0% | -9.5% | 区间外 | 244.24 → 221.03 |
| Sep 14, 2026 | Oct 02 | ±4.0% | -9.5% | 区间外 | 244.24 → 221.03 |
| Sep 11, 2026 | Oct 02 | ±4.2% | -9.0% | 区间外 | 242.98 → 221.03 |
| Sep 10, 2026 | Oct 02 | ±4.4% | -8.1% | 区间外 | 240.50 → 221.03 |
| Sep 09, 2026 | Oct 02 | ±4.7% | -8.5% | 区间外 | 241.51 → 221.03 |
| Sep 08, 2026 | Oct 02 | ±4.6% | -10.0% | 区间外 | 245.60 → 221.03 |
| Sep 07, 2026 | Oct 02 | ±4.6% | -10.0% | 区间外 | 245.60 → 221.03 |
| Sep 04, 2026 | Oct 02 | ±4.3% | -9.8% | 区间外 | 245.18 → 221.03 |
| Sep 03, 2026 | Oct 02 | ±4.8% | -9.5% | 区间外 | 244.15 → 221.03 |
| Sep 02, 2026 | Oct 02 | ±5.2% | -6.8% | 区间外 | 237.22 → 221.03 |
| Sep 01, 2026 | Oct 02 | ±5.2% | -6.8% | 区间外 | 237.22 → 221.03 |
| Aug 31, 2026 | Oct 02 | ±5.3% | -8.7% | 区间外 | 242.22 → 221.03 |
| Sep 23, 2026 | Sep 25 | ±2.0% | -3.3% | 区间外 | 233.25 → 225.64 |
| Sep 22, 2026 | Sep 25 | ±2.0% | -3.3% | 区间外 | 233.25 → 225.64 |
| Sep 21, 2026 | Sep 25 | ±2.4% | -3.1% | 区间外 | 232.80 → 225.64 |
| Sep 18, 2026 | Sep 25 | ±3.2% | -2.5% | 区间内 | 231.49 → 225.64 |
| Sep 17, 2026 | Sep 25 | ±3.2% | -2.5% | 区间内 | 231.49 → 225.64 |
| Sep 16, 2026 | Sep 25 | ±2.9% | -3.0% | 区间外 | 232.66 → 225.64 |
| Sep 15, 2026 | Sep 25 | ±3.4% | -7.6% | 区间外 | 244.24 → 225.64 |
| Sep 14, 2026 | Sep 25 | ±3.4% | -7.6% | 区间外 | 244.24 → 225.64 |
| Sep 11, 2026 | Sep 25 | ±3.5% | -7.1% | 区间外 | 242.98 → 225.64 |
| Sep 10, 2026 | Sep 25 | ±3.8% | -6.2% | 区间外 | 240.50 → 225.64 |
| Sep 09, 2026 | Sep 25 | ±3.5% | -6.6% | 区间外 | 241.51 → 225.64 |
| Sep 08, 2026 | Sep 25 | ±4.1% | -8.1% | 区间外 | 245.60 → 225.64 |
| Sep 07, 2026 | Sep 25 | ±4.1% | -8.1% | 区间外 | 245.60 → 225.64 |
| Sep 04, 2026 | Sep 25 | ±4.1% | -8.0% | 区间外 | 245.18 → 225.64 |
| Sep 03, 2026 | Sep 25 | ±4.1% | -7.6% | 区间外 | 244.15 → 225.64 |
结果通过比较记录的价格区间与到期日收盘价得出。各行显示所用方法版本（与当前版本不同时）；当前版本： em-1.0.